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"You go below, and the keywords aren't listed"
Do you mean the specific keyword doesn't display a checkmark in the 'Keyword List'? It works OK that way for me.

I don't know what you mean that the 'Keyword Set is not listed' below. It's not supposed to be. A keyword set is only a tool for rapid application of keywords, it has no bearing on keyword organization or content.

Can you describe in your own words what you think 'Keyword Sets' are for? That may be where our confusion lies.

I thought I had replied the other day that I had solved my own problem. Figured out that the keysets wouldn't be in the list, just the keywords. And I think my problem was that when I was adding "keywords" to a keyset, and "changing", I was forgetting to update after. So my keywords I picked weren't showing up in the list. Now they are. At least I thinking that was my problem.